7) The 10-year Treasury bond has a YTM = 4.726%. The price is $9,484.38 and the face value is $10,000 and payments are semi-annual. What is the coupon on the bond? (provide answer as x.xxxxx%)
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![7) The 10-year Treasury bond has a YTM = 4.726%. The price is $9,484.38 and the face value
is $10,000 and payments are semi-annual. What is the coupon on the bond? (provide answer
as x.xxx%)](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F772fcdba-e8a3-42a5-97a8-5bb263396941%2F24fb756c-1f9f-4a2f-a277-a96140747eb5%2Fg0ok_processed.jpeg&w=3840&q=75)
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- Consider a 10-year bond with a face value of $1,000 that has a coupon rate of 5.9%, with semiannual payments. a. What is the coupon payment for this bond? b. Draw the cash flows for the bond on a timeline. a. What is the coupon payment for this bond? The coupon payment for this bond is $ (Round to the nearest cent.)Suppose a bond is priced at $1108, has 18 years remaining until maturity, and has a 8% coupon, paid monthly. What is the amount of the next interest payment (in $ dollars)? $__________.4) A coupon bond pays this amount every 6 months; $ 30.00 bgs for the number of payments/year; 2 The bond also pays at maturity the par (face) value; $ 1,000.00 Number of years until maturity 15 The required return of holders of this bond is; 8.00% bgs a) What is the PV of the CFs, or what would be the fair price to purchase this bond? b) If the required return of holders of this bond is; 6.00% bgs What is the PV of the CFs, or what would be the fair price to purchase this bond? c) If the required return of holders of this bond is; 4.00% What is the PV of the CFs, or what would be the fair price to purchase this bond? to purchase this bond? bgs d) If the previous bond sells for; $ (976.00) What must be the yield to maturity for this bond (aka IRR) ? (to…
- Suppose the current price of the bond is $95, the YTM is 4%, and the duration of the bond is 9. If YTM decrease from 4% to 3.9%, approximate the change in price using duration of the bond. Price would increase by ____%A bond quotes a rate of return of 5% and will pay $1,000 in one year with a probability of 42% and $0 with a probability of 58%. part A)What is the time premium? part B)What is the default premium?Suppose a 10-year, $ 1 comma 000 bond with an 8.1% coupon rate and semi - annual coupons is trading for a price of $1 comma 034.81. a. What is the bond's yield to maturity (expressed as an APR with semi - annual compounding)? b. If the bond's yield to maturity changes to 9.7% APR, what will the bond's price be?
- 1. Suppose a 8-year bond has a face value of $1,000 and has a semi-annual YTM of 0.063. It pays semi-annual coupons of 8%. What is the bond’s price?Consider a 10-year bond with a face value of $1,000 that has a coupon rate of 5.5%, with semiannual payments. a. What is the coupon payment for this bond? b. Draw the cash flows for the bond on a timeline6) GRIFF Bonds with a face value of $1000 currently trade at $1,158 (that's the current price) and have a coupon rate of 6.74%. If the YTM is 5.5% and payments are made semi-annually, how many years until the bond matures?
- A bond quotes a rate of return of 5% and will pay $1,000 in one year with a probability of 42% and $0 with a probability of 58%. part A)What is the time premium? part B)What is the default premium? I need full explanation .. No plagiarism plzzAn n-year bond with semi-annual coupon payments has the following characteristics: • Par value is $100. • Redemption value is 105% of par. • Semi-annual coupon rate is r. • Semi-annual yield rate is i. • Price of the bond is $64.34. You are also given: (1+ i)-" = 0.3878 Calculate (A) 0.57 (B) 0.87 (C) 1.16 (D) 1.46 (E) 1.751) ( end of each year. (e¬0.1 = 0.9, e¬0.2 = 0.8, e-0.3 = 0.7, e-0.4 - 0.6) s) A four-year bond with a yield of 10% (continuously compounded) pays an 20% coupon at the a) What is the bond's price? b) What is the bond's duration? c) Use the duration to calculate the effect on the bond's price of a 0.15% increase in its yield.
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